Market efficiency implications of over-reaction to price signals: an empirical analysis in a market for state contingent claims
Market efficiency implications of over-reaction to price signals: an empirical analysis in a market for state contingent claims
Johnson, Johnnie
6d9f1a51-38a8-4011-a792-bfc82040fac4
Sung, Ming-Chien
2114f823-bc7f-4306-a775-67aee413aa03
McDonald, David
fbe07af1-0891-4db7-858c-793633d98f3f
11 December 2015
Johnson, Johnnie
6d9f1a51-38a8-4011-a792-bfc82040fac4
Sung, Ming-Chien
2114f823-bc7f-4306-a775-67aee413aa03
McDonald, David
fbe07af1-0891-4db7-858c-793633d98f3f
Johnson, Johnnie, Sung, Ming-Chien and McDonald, David
(2015)
Market efficiency implications of over-reaction to price signals: an empirical analysis in a market for state contingent claims.
The 23nd Conference on the Theories and Practices of Securities and Financial Markets: Big Data and Behavioral Research in Finance, Kaohsiung City, Taiwan.
11 - 12 Dec 2015.
Record type:
Conference or Workshop Item
(Paper)
This record has no associated files available for download.
More information
Published date: 11 December 2015
Venue - Dates:
The 23nd Conference on the Theories and Practices of Securities and Financial Markets: Big Data and Behavioral Research in Finance, Kaohsiung City, Taiwan, 2015-12-11 - 2015-12-12
Organisations:
Centre of Excellence in Decision, Analytics & Risk Research
Identifiers
Local EPrints ID: 385366
URI: http://eprints.soton.ac.uk/id/eprint/385366
PURE UUID: 32d3092a-211e-487e-a83c-cb219a665d20
Catalogue record
Date deposited: 11 Jan 2016 15:09
Last modified: 12 Dec 2021 03:27
Export record
Contributors
Author:
Johnnie Johnson
Author:
David McDonald
Download statistics
Downloads from ePrints over the past year. Other digital versions may also be available to download e.g. from the publisher's website.
View more statistics